Where can I find the thieves guild? Thank you.

In the first part of Baldurs gate. The first part where you arrive after comming from the bridge. It's located in the middle left of that area just above the Sorcerors soundries.

Talk to the shady looking character to the west of the elf song tavern, he'll give you 50 bucks to follow him to hear what his master has to offer you, he'll also tell you the password